Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.
22,592 documents
The document describes a Chinese equity screen that combines a daily price range threshold, current trading volume above 10,000 lots, a high opening price, and at least one limit-up event within the preceding 25 days. It presents these conditions as a way to…
This Chinese equity screen combines an RSI threshold below 65, a product of price change and a large-order flow measure, and membership in the metaverse theme. The article presents the components as technical, capital-flow, and market-theme filters. It…
This Chinese equity screen combines amplitude above 1, exclusion of stocks marked ST, selection before 10 a.m., a five-session closing-price high, and positive return. Its sample implementation estimates amplitude from the day’s high and low relative to the…
This Chinese equity screen combines three short-term signals: daily amplitude above 1%, net inflow from large orders in the afternoon, and a three-session limit-up streak ending the previous day. It interprets amplitude as evidence of price movement,…
This document describes a Chinese A-share screening rule that combines turnover, a newly formed KDJ bullish crossover, and a rising-trend condition. Its stated turnover band is 3% to 12%. The referenced formula also checks volume trend and a positive…
This proposed Chinese stock screen combines a price-amplitude threshold, a top-five ranking by the day’s auction amount, and a focus on companies associated with the metaverse theme. The article frames the first two conditions as ways to find active stocks…
This article proposes screening Chinese-listed stocks by combining moving-average conditions, a share-concentration threshold, a market-cap ceiling, and a requirement that the company not be loss-making. It presents moving-average alignment as a way to…
This proposed A-share stock screen combines a price-range condition, three consecutive daily limit-up moves ending the previous day, and a company-type filter. Its rationale is that larger price movement may indicate active trading and repeated limit-ups may…
The article introduces trend following as buying when prices rise and selling when they weaken, then reviews five indicators that may inform such decisions: moving averages, Bollinger Bands, MACD, RSI, and On-Balance Volume. It describes using price relative…
The document describes a Chinese equity screening rule that combines three signals: more than two limit-up sessions in the past ten trading days, positive institutional activity, and a latest-day position increase share above 5%. It interprets these…
This Chinese equity screen combines a daily amplitude threshold, a reversal or engulfing-style candle pattern, sustained return on equity, and a valuation check against the industry average. The refined rules specify a pattern within the most recent three…
This stock-selection screen combines a positive MACD reading, positive trailing earnings, and appearance on the previous day’s Dragon-Tiger list, a disclosure of notable trading activity in Chinese equities. The stated routine runs before each trading…
The document presents a Chinese equity screening rule that selects stocks with turnover between 3% and 12%, circulating market value between 5 billion and 10 billion yuan, and a flagged rounded or arc-shaped price pattern. It supplies equivalent screening…
The report argues that ranking fund managers can reduce redundant information when one manager oversees several similar funds. It proposes tracking manager style across market capitalization, value versus growth, industry concentration, individual-stock…
The post proposes a Chinese stock screen combining at least five overlapping moving averages, a stated concentration filter below 20%, and a 2019 dividend ratio above 25%. It frames moving-average overlap as a possible sign of an emerging or established…
This article describes a Chinese equity screening idea that combines three conditions: at least five moving averages converge, the stock has recorded more than two limit-up days within ten days, and its outstanding convertible-bond name is nonempty. It…
This research summary presents cash-flow duration as a framework for understanding why equity characteristics such as value, profitability, investment, low beta, and dividend payout are associated with returns. Duration measures the timing of a company’s…
This brief review interprets the CSI 300’s movements through valuation bands tied to an assumed earnings growth rate. Using a 12-times valuation assumption and projected 2018 net profit growth, it describes an estimated index range and treats the July move…
This post describes a simple Chinese A-share selection rule: rank stocks by descending fund strength, keep the five with the largest auction trading value for the day, and require the 20-day moving average to exceed the 120-day average. The author interprets…
This research note discusses how to turn equity alpha signals into portfolio forecasts and combine multiple factors. It suggests converting factor z-scores into expected returns using average results from repeated cross-sectional regressions, and favors…
This note describes a Chinese A-share screen for stocks whose codes begin with 60, whose turnover falls between 3% and 12%, and whose reported daily control ratio exceeds 21%. The accompanying rationale treats the control ratio as a liquidity-related…
This Chinese equity screening idea combines three conditions: daily price range above one percent, at least two limit-up events within the preceding 500 days, and a ratio between 0.5 and 2 formed from the prior day’s turnover rate and today’s opening-auction…
This stock selection rule filters for equities whose daily high-low range exceeds 1%, whose turnover is greater than 2% and less than 9%, and whose closing price is above its five-day moving average. The document presents the combination as a way to find…
This stock screen combines a turnover range of 3% to 12% with a rising DEA condition and alignment among at least five moving averages. It aims to find actively traded equities with upward momentum and a consistent trend structure. The document gives…